Program Overview

Program Overview

The Optimization Method course is offered by the China-UK Low Carbon College, Shanghai Jiao Tong University.

Course Description

Optimization is a branch of fundamental and applied mathematics, playing an important role in many application fields: natural science, computer science, management science, industry, and engineering. The course covers unconstrained optimization, constrained optimization, and intelligent optimization algorithms.

Course Details

• Course Code: MATH6015
• Teaching Hours: 48
• Credits: 3
• Instruction Language: English
• School: China-UK Low Carbon College
• Prerequisite: Linear algebra, Programming, Numerical analysis
• Instructors:
  • Shenghong Ju, Associate Professor, China-UK Low Carbon College

Course Outline

• Introduction to Optimization: Course details, definition, method classification, optimization competition project
• Unconstrained optimization method:
  • Line search
  • Steepest descent method
  • Newton method
  • Quasi-Newton method
  • Conjugate gradient method
  • Trust-region method
• Constrained optimization method:
  • Penalty method
  • Quadratic programming
  • Lagrange multiplier method
• Intelligent optimization algorithms:
  • Genetic Algorithm
  • Simulated Annealing
  • Particle Swarm Optimization
  • Bayesian Optimization
• Optimization competition: Winner presentations
• Final exam

Grading Policy

• Attendance: 5%
• Homework: 15%
• Optimization competition: 20%
• Final exam: 60%

Textbooks and References

1. Chen Baolin, Optimization Theory and Algorithm (2nd edition), Tsinghua University Press, 2005.
2. Xu Guogen, Zhao Housui, Huang Zhiyong, Optimization Methods and Their MATLAB Implementation, Beijing University of Aeronautics and Astronautics Press, 2018.
3. Jorge Nocedal, Stephen J. Wright, Numerical Optimization, Springer New York, 2006.
4. Mykel J. Kochenderfer, Tim A. Wheeler, Algorithms for Optimization, Illustrated Edition, The MIT Press, 2019.
5. Singiresu S. Rao, Engineering Optimization: Theory and Practice, Fourth Edition, John Wiley & Sons, Inc, 2009.